Filtering, Prediction and Simulation Methods for Noncausal Processes

By Christian Gouriéroux, Joann Jasiak. 2016

69 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0cd45d84cbda9274bf5d2b8a9011d15f8606e39a

Citations in the corpus

• Local explosion modelling by non‐causal process (2017, unknown): “(The predictive distributions at any horizon can be estimated and used to predict the dates and magnitudes of downturns at given horizons (see Gouriéroux and Jasiak (2016)).)”